You can use Nero Express or Nero Vision.

You can use many disc burning programs. But I recommend you use Nero. Much easier and faster.

try this:

Xilisoft DVD Creator

Xilisoft DVD Creator is absolutely the easiest and fastest way to convert popular video formats like AVI, MPEG, DivX, DV, VOB, WMV to DVD, and burn DVD movies that are playable on portable or home DVD player.

http://www.xilisoft.com/dvd-creator.html

Yes, you can use Nero Express to burn it, and the dvdr you downloaded should be the full dvd.